mcmcr (version 0.6.1)

rhat.mcmcrs: R-hat

Description

Calculates an R-hat (potential scale reduction factor) value.

Usage

# S3 method for mcmcrs
rhat(x, by = "all", as_df = FALSE, na_rm = FALSE, bound = FALSE, ...)

Arguments

x

An object.

by

A string indicating whether to determine by "term", "parameter" or "all".

as_df

A flag indicating whether to return the results as a data frame versus a named list.

na_rm

A flag specifying whether to ignore missing values.

bound

flag specifying whether to bind mcmcrs objects by their chains before calculating rhat.

...

Other arguments passed to methods.

Value

A number >= 1 indicating the rhat value.

Details

By default the uncorrected, unfolded, univariate, split R-hat value.

References

Gelman, A., and Rubin, D.B. 1992. Inference from Iterative Simulation Using Multiple Sequences. Statistical Science 7(4): 457<U+2013>472.

See Also

Other convergence: converged_pars(), converged_terms(), converged(), esr_pars(), esr_terms(), esr(), rhat_pars(), rhat_terms()

Examples

# NOT RUN {
rhat(mcmcrs(mcmcr_example, mcmcr_example))
rhat(mcmcrs(mcmcr_example, mcmcr_example), bound = TRUE)
# }